Publications

Results 1-20 of 40 (Search time: 0.016 seconds).

Issue DateTitleAuthor(s)
11-Aug-2022Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis componentsTheodossiou, Panayiotis ; Ellina, Polina ; Savva, Christos S. 
21-Sep-2021Consequences of Outlier Returns for Event Studies: A Methodological Investigation and TreatmentTheodossiou, Panayiotis ; Theodossiou, Alexandra K. 
3Apr-2021The impact of the coronavirus crisis on the market price of riskDelis, Manthos D. ; Savva, Christos S. ; Theodossiou, Panayiotis 
41-Mar-2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis componentsIoannidis, Filippos ; Kosmidou, Kyriaki ; Savva, Christos S. ; Theodossiou, Panayiotis 
52021Market price of risk estimation: Does distribution matter?Theodossiou, Panayiotis ; Savva, Christos S. 
6Sep-2020Clarifying managerial biases using a probabilistic frameworkEllina, Polina ; Mascarenhas, Briance ; Theodossiou, Panayiotis 
7Jun-2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segmentsTheodossiou, Panayiotis ; Tsouknidis, Dimitris ; Savva, Christos S. 
82020Truncated skewed type III generalized logistic distribution: risk measurement applicationsTheodossiou, Panayiotis 
927-Jun-2019Freight Rates in Downside and Upside Markets: Pricing of Own and Spillover Risks from Other Shipping SegmentsSavva, Christos S. ; Theodossiou, Panayiotis ; Tsouknidis, Dimitris 
109-Jun-2019Freight Rates in Downside and Upside Markets: Pricing of Own and Spillover Risks from Other Shipping SegmentsTheodossiou, Panayiotis ; Tsouknidis, Dimitris ; Savva, Christos S. 
112-Dec-2018Skewed type III generalized logistic distributionTheodossiou, Panayiotis 
121-Jun-2018The risk and return conundrum explained: international evidenceSavva, Christos S. ; Theodossiou, Panayiotis 
132018ForewordTheodossiou, Panayiotis 
141-Jun-2016Skewness and the relation between risk and returnTheodossiou, Panayiotis ; Savva, Christos S. 
151-May-2014Stock return outliers and beta estimation: The case of U.S. pharmaceutical companiesTheodossiou, Alexandra K. ; Theodossiou, Panayiotis 
16May-2014Quality and satisfaction with culinary education: evidence from CyprusConstanti, Panayiotis ; Zopiatis, Anastasios ; Theodossiou, Panayiotis 
17Nov-2013Public utility beta adjustment and biased costs of capital in public utility rate proceedingsMichelfelder, Richard A. ; Theodossiou, Panayiotis 
1814-Jul-2010Robust estimation with flexible parametric distributions: estimation of utility stock betasMcDonald, James B. ; Michelfelder, Richard ; Theodossiou, Panayiotis 
192010Partially adaptive econometric methods for regression and classificationHansen, James ; McDonald, James B. ; Theodossiou, Panayiotis 
202008Risk measurement performance of alternative distribution functionsBali, Turan G. ; Theodossiou, Panayiotis